Implied Volatility (Mean) (10-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Leverage Shares 2X Long ASML Daily ETF (ASMG) had 10-Day Implied Volatility (Mean) of 0.6549 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5130
Historical Volatility (Parkinson)	0.3682
Implied Volatility (Calls)	0.6530
Implied Volatility (Puts)	0.6568
Implied Volatility (Mean)	0.6549
Put-Call Implied Volatility Ratio	1.0058
Implied Volatility Skew	0.0621
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5000